+204.8%
CRM vs SNAP
-76.3%
+281.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.5% |
| 7D | -4.4% | +3.8% | -8.3% | -5.0% |
| 30D | +28.1% | +9.2% | +18.9% | +26.0% |
| 3M | +48.8% | +6.6% | +42.3% | +46.2% |
| 6M | +28.3% | +16.9% | +11.4% | +23.3% |
| YTD | -6.0% | -29.6% | +23.6% | -2.0% |
| 1Y | +1.4% | -22.1% | +23.5% | +3.7% |
| 3Y | +11.8% | -39.8% | +51.7% | +11.8% |
| 5Y | -2.0% | -92.4% | +90.4% | +19.8% |
| All | +204.8% | -76.3% | +281.2% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling